Sessions will include: an overview of IFRS 17 implementation, practical insights into systems management, the application of IFRS 17 to reinsurance, and an exploration of potential emerging issues anâ¦

This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive andâ¦

The Energy Risk Awards recognise excellence across global commodities markets as well as providing a unique opportunity for companies across the industry to gain valuable recognition. Winning an Enerâ¦

This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robustâ¦

Chartis Research provides unrivalled, impartial and deep research and analysis on all aspects of the risk technology space, supporting the world's top decision makers with outstanding risk technology insight and advice.

You can also buy directly and securely from us, please call +44 (0)20 7316 9740 or email. Occasionally our books are out of stock on Amazon, however, we have our own stock of all the titles and most can be dispatched within 48 hours.

Faced with the seemingly unending spawning of XVAs – the valuation adjustments to the fair value of derivatives – since the 2007–9 financial crisis, anyone who used to trade interest rate derivatives prior to the crisis could be forgiven for thinking, as William of Occam allegedly said, entia non sunt multiplicanda praeter necessitatem, ie, entities should not be multiplied without necessity. Those were the days when a swap was a swap and you knew what you were trading. Then came the realisation that a swap was actually the carrier of multiple diseases, hidden in the small print of the contracts, and the world has not been the same since.

In the aftermath of the crisis, market players had to come to terms with the reality of so-called “second-order” risks, in particular counterparty risk and funding risk, impinging on their positions. As their counterparties could no longer be counted on to honour their commitments, and as liquidity became a scarce and costly resource, banks had to go through their derivatives portfolios thoroughly and identify all the asymmetries in what looked like matched books from a market risk perspective. First, the banks had to tell apart collateralised